The first thing you'll want to do is explore "PEST WORLD FOR KIDS" 
Some of the best, most creative sites for learning about bugs come from the pest control industry. 

I don't advocate all their technologies/chemicals for handling the problems, but they serve up some good information on the basis of "know thy enemy" -- they certainly know their bugs!

Print out these free bug and spider pages for your kids to color:
free PEST WORLD coloring pages > > >

Or for a really neat project, use this KARO syrup painting technique to leave your bug pictures with shiny chitinous shells.  Learn how to make that lovely KARO syrup paint to make these bugs "come to life" here:  http://www.lessonplanspage.com/ArtKaroSyrupPaintingIdeaP1.htm
       
And naturally, your young entomologist will want to send all his/her friends a "PESTCARD", right? 

For older students, here's a site that touts itself as existing FOR THE SHAMELESS PROMOTION OF INSECT APPRECTIATION"  -- a worthy cause if ever there was one! 
     
And you can learn about Organic Gardening with Insects here.  While I may not want a spider in my bed, a spider in my garden can be a very good thing!     

Another information-rich site, crammed full of insect facts, lore, stories, examples, pictures, resources:  http://www.earthlife.net/insects/six.html

Order silkworm cocoons, make your own silk, and have the most elegant, most interesting science fair project you can imagine!  Get your cocoons, and
learn all about silkworm farming here:
http://www.aurorasilk.com/shop/peace-silk-collection.shtml
          
Order Monarch butterfly cocoons and learn all about the
"Monarch Watch" eco-project here: http://shop.monarchwatch.org/

Get Free Insect Clip Art here.  There are dozens to choose from, in categories beyond insects, too.

USBORNE BOOK STORE -- to find nearly a dozen titles dedicated to insect studies for all ages.  These books were some of Juliana's favorites from the time I bought her the first magnifying glass and habitat box, and we made our first insect collection net together. Study Butterfly Habitats here >  >  >